Hi. First let me clarify a little bit about the situation in which this message appears. It only happens if a user hits the checkout button without being logged in or is not registered and so in effect is not able to log in. It only appears on the page that comes up if a person hits the checkout button without being logged in, where he is presented with the option to log in or register. If the user ignores the messages and continues to log in or register everything continues ahead without any problem and the transaction can be completed. If the same user is logged in when he hits the checkout button everything works correctly, the shipping and payment options based on the shipping address are presented and the transaction can be completed without problems or errors. I can make screen shots, but since I had to basically make shipping rate/weight/zone tables using manual shipping methods, there are around 40. Be your PM for the site log in so you can take a look yourself.
Update: I updated the spanish language file from your website, but the error messages still come up in English.